Efficiently Modeling Long Sequences with Structured State Spaces
Albert Gu, Karan Goel, and Christopher Ré.
Sasha Rush 와 Sidd Karamcheti 의 블로그와 라이브러리 by , v3
Structured State Space for Sequence Modeling (S4) 아키텍쳐는 시각, 언어 및 오디오에서 매우 긴 시퀀스 모델링 작업에 대한 새로운 접근방식으로, 수만 단계에 걸친 의존성을 담을 수 있는 성능을 보여줍니다. 특히 인상적인 것은 Long Range Arena 벤치마크에서의 결과로 최대 16,000+ 이상의 요소에 대한 시퀀스에서 높은 정확도로 추론할 수 있는 능력을 보여줍니다.
이 논문은 트랜스포머(Transformer)에서 벗어나 중요한 문제 영역에 대해 매우 다른 접근 방식을 취하고 있어 상쾌합니다. 그러나, 여러 동료들이 모델에 대한 직관을 얻기 어렵다고 사적으로 지적한 바 있습니다. 이 블로그 게시물은 직관을 얻기 위한 첫 단계로, 구체적인 코드 구현과 S4 논문의 설명을 연결합니다 (the annotated Transformer 스타일). 코드와 문해력 있는 설명이 모델을 디테일하게 이해하는데 도움이 되기를 바랍니다. 이 블로그를 다 읽으면 효율적인 작동 버전의 S4 를 갖게 될 것이며, 이는 훈련 시 CNN 으로 작동할 수 있고, 테스트 시에는 효율적인 RNN으로 전환할 수 있습니다. 결과를 미리 보면, 표준 GPU 에서 픽셀로부터 이미지를 생성하고 오디오 파형으로부터 직접 소리를 생성할 수 있습니다.
이 프로젝트는 JAX를 사용하며 Flax NN 라이브러리와 함께합니다. 우리는 개인적으로 주로 Torch를 사용하지만, JAX 의 함수적 특성은 S4 의 복잡성에 잘 맞습니다. 우리는 vmap, scan, 그리고 그들의 NN 친척들, 그리고 가장 중요하게는 jax.jit 을 사용하여 빠르고 효율적인 S4 레이어를 컴파일합니다.
from functools import partial
import jax
import jax.numpy as np
from flax import linen as nn
from jax.nn.initializers import lecun_normal, normal
from jax.numpy.linalg import eigh, inv, matrix_power
from jax.scipy.signal import convolveif __name__ == "__main__":
# For this tutorial, construct a global JAX rng key
# But we don't want it when importing as a library
rng = jax.random.PRNGKey(1)시작해봅시다! 우리의 목표는 긴 시퀀스를 효율적으로 모델링하는 것입니다. 이를 위해, 우리는 state space model 을 기반으로 하는 신경망 레이어를 구축할 것입니다. 이 섹션에서는 이 레이어를 사용하여 모델을 구축하고 실행할 수 있게 될 것입니다. 하지만, 기술적인 배경 지식이 필요합니다. 논문의 background 를 통해 함께 알아가 봅시다.
state space model 은 이 간단한 방정식으로 정의됩니다. 이는 1차원 입력 신호 u(t) 를 N 차원 잠재 상태 x(t) 로 매핑한 후, 1차원 출력 신호 y(t) 로 투영합니다. \begin{aligned} x'(t) &= \boldsymbol{A}x(t) + \boldsymbol{B}u(t) \\ y(t) &= \boldsymbol{C}x(t) + \boldsymbol{D}u(t) \end{aligned} 우리의 목표는 SSM 을 심층 시퀀스 모델에서 블랙박스 표현으로 단순하게 사용하는 것이며, 여기서 \boldsymbol{A}, \boldsymbol{B}, \boldsymbol{C}, \boldsymbol{D} 는 경사하강법으로 학습된 매개변수입니다. 나머지에 대해서는 설명을 위해 매개변수 \boldsymbol{D} 를 생략하겠습니다 (또는 동등하게, \boldsymbol{D} = 0 으로 가정합니다. 왜냐하면 항 \boldsymbol{D}u 는 스킵 커넥션으로 볼 수 있고 계산하기 쉽기 때문입니다).
SSM 은 입력 u(t) 를 상태 표현 벡터 x(t) 와 출력 y(t) 로 매핑합니다. 단순화하여, 입력과 출력을 일차원으로 가정하고, 상태 표현은 N-차원으로 합니다. 첫 번째 방정식은 시간에 따른 x(t)의 변화를 정의합니다.
우리의 SSM 은 세 개의 행렬 - \boldsymbol{A}, \boldsymbol{B}, \boldsymbol{C} - 로 정의될 것이며, 우리는 이것들을 학습할 것입니다. 우선 우리는 임의의 SSM 으로 시작하여 크기를 정의합니다,
def random_SSM(rng, N):
a_r, b_r, c_r = jax.random.split(rng, 3)
A = jax.random.uniform(a_r, (N, N))
B = jax.random.uniform(b_r, (N, 1))
C = jax.random.uniform(c_r, (1, N))
return A, B, C이산 입력 시퀀스 (u_0, u_1, \dots ) 에 적용하기 위해서 연속함수 u(t) 대신, 입력의 해상도를 나타내는 스텝 크기 \Delta 를 이용하여 SSM 을 이산화해야 합니다. 개념적으로, 입력 u_k (= u(k \Delta)) 는 내재적인 연속신호 u(t) 를 샘플링하는 것으로 볼 수 있습니다.
continuous-time SSM 을 이산화하기 위해, 우리는 bilinear method 를 사용합니다. 이 방법은 상태 행렬 \boldsymbol{A}를 근사 \boldsymbol{\overline{A}}로 변환합니다. 이산 SSM은: \begin{aligned} \boldsymbol{\overline{A}} &= (\boldsymbol{I} - \Delta/2 \cdot \boldsymbol{A})^{-1}(\boldsymbol{I} + \Delta/2 \cdot \boldsymbol{A}) \\ \boldsymbol{\overline{B}} &= (\boldsymbol{I} - \Delta/2 \cdot \boldsymbol{A})^{-1} \Delta \boldsymbol{B} \\ \boldsymbol{\overline{C}} &= \boldsymbol{C}\\ \end{aligned}
def discretize(A, B, C, step):
I = np.eye(A.shape[0])
BL = inv(I - (step / 2.0) * A)
Ab = BL @ (I + (step / 2.0) * A)
Bb = (BL * step) @ B
return Ab, Bb, C이 방정식은 이제 함수에서 함수로의 매핑이 아닌 시퀀스-투-시퀀스 매핑 u_k \mapsto y_k 입니다. 또한, 상태 방정식은 이제 x_k 에서의 반복으로, 이산 SSM 이 RNN 처럼 계산될 수 있게 합니다. 구체적으로, x_k \in \mathbb{R}^N 는 전이행렬 \boldsymbol{\overline{A}} 를 가진 은닉상태 로 간주할 수 있습니다. \begin{aligned} x_{k} &= \boldsymbol{\overline{A}} x_{k-1} + \boldsymbol{\overline{B}} u_k\\ y_k &= \boldsymbol{\overline{C}} x_k \\ \end{aligned}
논문에서 언급하듯이, 이 “단계” 함수는 겉보기에 RNN의 그것과 유사해 보입니다. 이를 JAX의 scan 함수를 사용하여 구현할 수 있습니다,
def scan_SSM(Ab, Bb, Cb, u, x0):
def step(x_k_1, u_k):
x_k = Ab @ x_k_1 + Bb @ u_k
y_k = Cb @ x_k
return x_k, y_k
return jax.lax.scan(step, x0, u)모든 것을 종합하여, 우리는 SSM을 먼저 이산화한 다음, 단계별로 반복함으로써 실행할 수 있습니다,
def run_SSM(A, B, C, u):
L = u.shape[0]
N = A.shape[0]
Ab, Bb, Cb = discretize(A, B, C, step=1.0 / L)
# Run recurrence
return scan_SSM(Ab, Bb, Cb, u[:, np.newaxis], np.zeros((N,)))[1]SSM 구현을 더 직관적으로 이해하기 위해, 머신러닝에서 잠깐 물러서서, 역학분야에서의 고전적인 예제를 살펴봅니다.
이 예제에서는 한 덩어리가 벽으로부터 전방위치 y(t) 에 스프링으로 연결되어 있습니다. 시간이 지나면서 이 덩어리는 다양한 힘 u(t) 를 받습니다. 이 시스템의 매개변수는 질량 (m), 스프링 상수 (k), 마찰상수 (b) 로 구성되어 있습니다. 다음의 미분방정식을 통해 이들 관계를 나타냅니다:
\begin{aligned} my''(t) = u(t) - by'(t) - ky(t) \end{aligned}
행렬을 이용하면 다음의 요소로 이루어진 SSM 이 됩니다:
\begin{aligned} \boldsymbol{A} &= \begin{bmatrix} 0 & 1 \\ -k/m & -b/m \end{bmatrix} \\ \boldsymbol{B} & = \begin{bmatrix} 0 \\ 1/m \end{bmatrix} & \boldsymbol{C} = \begin{bmatrix} 1 & 0 \end{bmatrix} \\ \end{aligned}
def example_mass(k, b, m):
A = np.array([[0, 1], [-k / m, -b / m]])
B = np.array([[0], [1.0 / m]])
C = np.array([[1.0, 0]])
return A, B, C\boldsymbol{C} 를 보면, 은닉상태의 첫번째 차원이 위치라는 것을 알 수 있습니다 (y(t) 가 되기 때문). 두번째 차원은, \boldsymbol{B} 를 통해 u(t) 의 영향을 받으므로 속도가 됩니다. 전이행렬, \boldsymbol{A} 는 이러한 항들을 관련짓습니다.
u 를 t 의 함수로 설정하면,
@partial(np.vectorize, signature="()->()")
def example_force(t):
x = np.sin(10 * t)
return x * (x > 0.5)이 코드로 SSM 을 실행합니다.
def example_ssm():
# SSM
ssm = example_mass(k=40, b=5, m=1)
# L samples of u(t).
L = 100
step = 1.0 / L
ks = np.arange(L)
u = example_force(ks * step)
# Approximation of y(t).
y = run_SSM(*ssm, u)
# Plotting ---
import matplotlib.pyplot as plt
import seaborn
from celluloid import Camera
seaborn.set_context("paper")
fig, (ax1, ax2, ax3) = plt.subplots(3)
camera = Camera(fig)
ax1.set_title("Force $u_k$")
ax2.set_title("Position $y_k$")
ax3.set_title("Object")
ax1.set_xticks([], [])
ax2.set_xticks([], [])
# Animate plot over time
for k in range(0, L, 2):
ax1.plot(ks[:k], u[:k], color="red")
ax2.plot(ks[:k], y[:k], color="blue")
ax3.boxplot(
[[y[k, 0] - 0.04, y[k, 0], y[k, 0] + 0.04]],
showcaps=False,
whis=False,
vert=False,
widths=10,
)
camera.snap()
anim = camera.animate()
anim.save("images/line.gif", dpi=150, writer="imagemagick")if False:
example_ssm()
멋지네요! 은닉상태가 2개에 불과한 SSM 하나이며, 100 단계에 걸쳐 있습니다. 최종모델은 수천 스텝 에 걸친 수백개 스택의 SSM 이 될 것입니다. 하지만 우선 이 모델들을 실제로 훈련될 수 있도록 만들어야 합니다.
이 섹션에서 중요한 점은 위의 “RNN” 을 언롤링을 통해 “CNN” 으로 변환시킬 수 있다는 점입니다. 유도를 해 봅시다.
recurrent SSM 은 시퀀셜한 속성때문에 현대 하드웨어를 이용하여 훈련하기에 실용적이지 않습니다. 대신, linear time-invariant (LTI) SSMs 과 연속 컨볼루션 사이에 잘 알려진 관계가 있습니다. 따라서 Recurrent SSM 은 사실 discrete convolution 으로 표현할 수 있습니다.
초기상태를 간단히 x_{-1} = 0 라고 하면 명시적으로 펼치면 다음과 같이 됩니다:
\begin{aligned} x_0 &= \boldsymbol{\overline{B}} u_0 & x_1 &= \boldsymbol{\overline{A}} \boldsymbol{\overline{B}} u_0 + \boldsymbol{\overline{B}} u_1 & x_2 &= \boldsymbol{\overline{A}}^2 \boldsymbol{\overline{B}} u_0 + \boldsymbol{\overline{A}} \boldsymbol{\overline{B}} u_1 + \boldsymbol{\overline{B}} u_2 & \dots \\ y_0 &= \boldsymbol{\overline{C}} \boldsymbol{\overline{B}} u_0 & y_1 &= \boldsymbol{\overline{C}} \boldsymbol{\overline{A}} \boldsymbol{\overline{B}} u_0 + \boldsymbol{\overline{C}} \boldsymbol{\overline{B}} u_1 & y_2 &= \boldsymbol{\overline{C}} \boldsymbol{\overline{A}}^2 \boldsymbol{\overline{B}} u_0 + \boldsymbol{\overline{C}} \boldsymbol{\overline{A}} \boldsymbol{\overline{B}} u_1 + \boldsymbol{\overline{C}} \boldsymbol{\overline{B}} u_2 & \dots \end{aligned}
컨볼루션 커널에 관한 명시적 공식으로 컨볼루션으로 벡터화될 수 있습니다.
\begin{aligned} y_k &= \boldsymbol{\overline{C}} \boldsymbol{\overline{A}}^k \boldsymbol{\overline{B}} u_0 + \boldsymbol{\overline{C}} \boldsymbol{\overline{A}}^{k-1} \boldsymbol{\overline{B}} u_1 + \dots + \boldsymbol{\overline{C}} \boldsymbol{\overline{A}} \boldsymbol{\overline{B}} u_{k-1} + \boldsymbol{\overline{C}}\boldsymbol{\overline{B}} u_k \\ y &= \boldsymbol{\overline{K}} \ast u \end{aligned}
\begin{aligned} \boldsymbol{\overline{K}} \in \mathbb{R}^L = (\boldsymbol{\overline{C}}\boldsymbol{\overline{B}}, \boldsymbol{\overline{C}}\boldsymbol{\overline{A}}\boldsymbol{\overline{B}}, \dots, \boldsymbol{\overline{C}}\boldsymbol{\overline{A}}^{L-1}\boldsymbol{\overline{B}}) \end{aligned} \boldsymbol{\overline{K}} 을 SSM convolution kernel 이나 필터라고 부릅니다.
엄청난 크기의 필터입니다. 전체 시퀀스 크기입니다!
def K_conv(Ab, Bb, Cb, L):
return np.array(
[(Cb @ matrix_power(Ab, l) @ Bb).reshape() for l in range(L)]
)Warning: this implementation is naive and unstable. In practice it will fail to work for more than very small lengths. However, we are going to replace it with S4 in Part 2, so for now we just keep it around as a placeholder.
이 필터를 적용한 결과는 표준디렉트컨볼루션을 사용하거나, Fast Fourier Transform (FFT) 을 사용한 컨볼루션 정리를 사용하여 계산할 수 있습니다. 이산 컨볼루션 정리는 두 시퀀스의 원형 컨볼루션을 효율적으로 계산할 수 있게 해주며, 입력 시퀀스의 FFT를 먼저 곱한 다음 역 FFT 를 적용하여 컨볼루션의 출력을 계산합니다. 우리 사례와 같은 비원형 컨볼루션에 이 정리를 활용하기 위해서는, 입력시퀀스를 0으로 패딩한 다음 출력 시퀀스의 패딩을 제거해야 합니다. 길이가 길어질수록 이 FFT 방법은 직접컨볼루션보다 더 효율적입니다.
def causal_convolution(u, K, nofft=False):
if nofft:
return convolve(u, K, mode="full")[: u.shape[0]]
else:
assert K.shape[0] == u.shape[0]
ud = np.fft.rfft(np.pad(u, (0, K.shape[0])))
Kd = np.fft.rfft(np.pad(K, (0, u.shape[0])))
out = ud * Kd
return np.fft.irfft(out)[: u.shape[0]]CNN 방법과 RNN 방법은 (대략) 같은 결과를 냅니다,
def test_cnn_is_rnn(N=4, L=16, step=1.0 / 16):
ssm = random_SSM(rng, N)
u = jax.random.uniform(rng, (L,))
jax.random.split(rng, 3)
# RNN
rec = run_SSM(*ssm, u)
# CNN
ssmb = discretize(*ssm, step=step)
conv = causal_convolution(u, K_conv(*ssmb, L))
# Check
assert np.allclose(rec.ravel(), conv.ravel())We now have all of the machinery needed to build a basic SSM neural network layer. As defined above, the discrete SSM defines a map from \mathbb{R}^L \to \mathbb{R}^L, i.e. a 1-D sequence map. We assume that we are going to be learning the parameters B and C, as well as a step size \Delta and a scalar D parameter. The HiPPO matrix is used for the transition A. We learn the step size in log space.
def log_step_initializer(dt_min=0.001, dt_max=0.1):
def init(key, shape):
return jax.random.uniform(key, shape) * (
np.log(dt_max) - np.log(dt_min)
) + np.log(dt_min)
return initFor the SSM layer most of the work is to build the filter. The actual call to the network is just the (huge) convolution we specified above.
Note for Torch users: setup in Flax is called each time the parameters are updated. This is similar to the Torch parameterizations.
As noted above this same layer can be used either as an RNN or a CNN. The argument decode determines which path is used. In the case of RNN we cache the previous state at each call in a Flax variable collection called cache.
class SSMLayer(nn.Module):
N: int
l_max: int
decode: bool = False
def setup(self):
# SSM parameters
self.A = self.param("A", lecun_normal(), (self.N, self.N))
self.B = self.param("B", lecun_normal(), (self.N, 1))
self.C = self.param("C", lecun_normal(), (1, self.N))
self.D = self.param("D", nn.initializers.ones, (1,))
# Step parameter
self.log_step = self.param("log_step", log_step_initializer(), (1,))
step = np.exp(self.log_step)
self.ssm = discretize(self.A, self.B, self.C, step=step)
self.K = K_conv(*self.ssm, self.l_max)
# RNN cache for long sequences
self.x_k_1 = self.variable("cache", "cache_x_k", np.zeros, (self.N,))
def __call__(self, u):
if not self.decode:
# CNN Mode
return causal_convolution(u, self.K) + self.D * u
else:
# RNN Mode
x_k, y_s = scan_SSM(*self.ssm, u[:, np.newaxis], self.x_k_1.value)
if self.is_mutable_collection("cache"):
self.x_k_1.value = x_k
return y_s.reshape(-1).real + self.D * uSince our SSMs operate on scalars, we make H different, stacked copies (H different SSMs!) with different parameters. Here we use the Flax vmap method to easily define these copies,
def cloneLayer(layer):
return nn.vmap(
layer,
in_axes=1,
out_axes=1,
variable_axes={"params": 1, "cache": 1, "prime": 1},
split_rngs={"params": True},
)SSMLayer = cloneLayer(SSMLayer)This SSM Layer can then be put into a standard NN. Here we add a block that pairs a call to an SSM with dropout and a linear projection.
class SequenceBlock(nn.Module):
layer_cls: nn.Module
layer: dict # Hyperparameters of inner layer
dropout: float
d_model: int
prenorm: bool = True
glu: bool = True
training: bool = True
decode: bool = False
def setup(self):
self.seq = self.layer_cls(**self.layer, decode=self.decode)
self.norm = nn.LayerNorm()
self.out = nn.Dense(self.d_model)
if self.glu:
self.out2 = nn.Dense(self.d_model)
self.drop = nn.Dropout(
self.dropout,
broadcast_dims=[0],
deterministic=not self.training,
)
def __call__(self, x):
skip = x
if self.prenorm:
x = self.norm(x)
x = self.seq(x)
x = self.drop(nn.gelu(x))
if self.glu:
x = self.out(x) * jax.nn.sigmoid(self.out2(x))
else:
x = self.out(x)
x = skip + self.drop(x)
if not self.prenorm:
x = self.norm(x)
return xWe can then stack a bunch of these blocks on top of each other to produce a stack of SSM layers. This can be used for classification or generation in the standard way as a Transformer.
class Embedding(nn.Embed):
num_embeddings: int
features: int
@nn.compact
def __call__(self, x):
y = nn.Embed(self.num_embeddings, self.features)(x[..., 0])
return np.where(x > 0, y, 0.0)class StackedModel(nn.Module):
layer_cls: nn.Module
layer: dict # Extra arguments to pass into layer constructor
d_output: int
d_model: int
n_layers: int
prenorm: bool = True
dropout: float = 0.0
embedding: bool = False # Use nn.Embed instead of nn.Dense encoder
classification: bool = False
training: bool = True
decode: bool = False # Probably should be moved into layer_args
def setup(self):
if self.embedding:
self.encoder = Embedding(self.d_output, self.d_model)
else:
self.encoder = nn.Dense(self.d_model)
self.decoder = nn.Dense(self.d_output)
self.layers = [
SequenceBlock(
layer_cls=self.layer_cls,
layer=self.layer,
prenorm=self.prenorm,
d_model=self.d_model,
dropout=self.dropout,
training=self.training,
decode=self.decode,
)
for _ in range(self.n_layers)
]
def __call__(self, x):
if not self.classification:
if not self.embedding:
x = x / 255.0 # Normalize
if not self.decode:
x = np.pad(x[:-1], [(1, 0), (0, 0)])
x = self.encoder(x)
for layer in self.layers:
x = layer(x)
if self.classification:
x = np.mean(x, axis=0)
x = self.decoder(x)
return nn.log_softmax(x, axis=-1)In Flax we add the batch dimension as a lifted transformation. We need to route through several variable collections which handle RNN and parameter caching (described below).
BatchStackedModel = nn.vmap(
StackedModel,
in_axes=0,
out_axes=0,
variable_axes={"params": None, "dropout": None, "cache": 0, "prime": None},
split_rngs={"params": False, "dropout": True},
)Overall, this defines a sequence-to-sequence map of shape (batch size, sequence length, hidden dimension), exactly the signature exposed by related sequence models such as Transformers, RNNs, and CNNs.
Full code for training is defined in training.py.
메인모델을 만들었지만, SSMs 에 두 가지 핵심 문제 가 있습니다. 첫번째로, 랜덤으로 초기화된 SSM 은 실제로 잘 작동하지 않습니다. 더군다나, 지금까지 한 것처럼 순진하게 계산하면 매우 느리고, 메모리 비효율적이 됩니다. 다음으로, long-range dependencies 를 위해 특별한 초기화를 정의해서 S4 의 모델링 측면에 대해 논의를 완성하려고 합니다. 그 후 이 SSM 을 훨씬 빠르게 (Part 2) 하는 법을 알아봅니다!
이전 연구 에서 기본 SSM 은 실제로 성능이 매우 나빴습니다. 직관적인 설명은, 시퀀스 길이에서 기하급수적으로 그래디언트 스케일링 문제(i.e., the vanishing/exploding gradients problem) 입니다. 이를 해결하기 위해 이전 연구에서 HiPPO theory of continuous-time memorization 이 개발되었습니다.
HiPPO 는 특정 행렬 \boldsymbol{A} \in \mathbb{R}^{N \times N} 의 클래스를 지정합니다. 이 행렬이 포함되었을 때, 상태 x(t) 가 입력 u(t) 의 과거를 기억할 수 있도록 합니다. 이 클래스에서 가장 중요한 행렬은 HiPPO 행렬로 정의됩니다. \begin{aligned} (\text{\textbf{HiPPO Matrix}}) \qquad \boldsymbol{A}_{nk} = \begin{cases} (2n+1)^{1/2}(2k+1)^{1/2} & \text{if } n > k \\ n+1 & \text{if } n = k \\ 0 & \text{if } n < k \end{cases} \end{aligned}
이전 연구에서는 단순히 무작위 행렬 \boldsymbol{A} 에서 HiPPO 로 SSM 을 변경하는 것이 시퀀셜 MNIST 분류 벤치마크에서 성능을 60\% 에서 98\% 로 향상시켰습니다.
이 행렬은 매우 중요할 것이지만, 마법처럼 보입니다. 우리의 목적을 위해서는 주로 1) 이 행렬을 한 번만 계산하면 된다는 것과 2) 이 행렬이 좋고, 단순한 구조를 가지고 있다는 것(우리는 이를 2부에서 활용할 것입니다)을 알아야 합니다. ODE 수학에 깊이 들어가지 않아도, 이 행렬의 주된 목표는 과거의 역사를 압축하여 역사를 대략적으로 재구성할 수 있는 충분한 정보를 가진 상태로 만드는 것입니다.
def make_HiPPO(N):
P = np.sqrt(1 + 2 * np.arange(N))
A = P[:, np.newaxis] * P[np.newaxis, :]
A = np.tril(A) - np.diag(np.arange(N))
return -A조금 더 깊이 들어가 보면, 이 행렬의 직관적인 설명은 그것이 그 역사를 기억하는 숨겨진 상태를 만들어낸다는 것입니다. 이는 Legendre polynomial의 계수를 추적함으로써 이루어집니다. 이 계수들은 그것이 이전의 모든 역사를 근사하게 할 수 있게 합니다. 예를 들어 살펴보겠습니다,
def example_legendre(N=8):
# Random hidden state as coefficients
import numpy as np
import numpy.polynomial.legendre
x = (np.random.rand(N) - 0.5) * 2
t = np.linspace(-1, 1, 100)
f = numpy.polynomial.legendre.Legendre(x)(t)
# Plot
import matplotlib.pyplot as plt
import seaborn
seaborn.set_context("talk")
fig = plt.figure(figsize=(20, 10))
ax = fig.gca(projection="3d")
ax.plot(
np.linspace(-25, (N - 1) * 100 + 25, 100),
[0] * 100,
zs=-1,
zdir="x",
color="black",
)
ax.plot(t, f, zs=N * 100, zdir="y", c="r")
for i in range(N):
coef = [0] * N
coef[N - i - 1] = 1
ax.set_zlim(-4, 4)
ax.set_yticks([])
ax.set_zticks([])
# Plot basis function.
f = numpy.polynomial.legendre.Legendre(coef)(t)
ax.bar(
[100 * i],
[x[i]],
zs=-1,
zdir="x",
label="x%d" % i,
color="brown",
fill=False,
width=50,
)
ax.plot(t, f, zs=100 * i, zdir="y", c="b", alpha=0.5)
ax.view_init(elev=40.0, azim=-45)
fig.savefig("images/leg.png")if False:
example_legendre()빨간 선은 우리가 근사하고 있는 그 곡선을 나타내며, 검은 막대는 우리의 숨겨진 상태의 값들을 나타냅니다. 각각은 파란색 함수로 나타낸 르장드르 급수의 한 요소에 대한 계수입니다. 직관적으로 이해하자면, HiPPO 행렬은 이러한 계수들을 각 단계마다 업데이트합니다.
Warning: this section has a lot of math. Roughly it boils down to finding a way to compute the filter from Part 1 for “HiPPO-like” matrices really fast. If you are interested, the details are really neat. If not, skip to Part 3 for some cool applications like MNIST completion.
S4가 기본 SSM과 두 가지 주요한 차이점을 가지고 있다는 것을 기억하세요. 첫 번째는 이전 부분에서 정의된 \boldsymbol{A} 행렬에 대한 특별한 공식을 사용함으로써 모델링에서의 문제 즉, 장거리 의존성 - 을 해결합니다. 이러한 특별한 SSM은 선행 연구들에서 S4 에 고려되었습니다.
The second main feature of S4 solves the computational challenge of SSMs by introducing a special representation and algorithm to be able to work with this matrix!
The fundamental bottleneck in computing the discrete-time SSM is that it involves repeated matrix multiplication by \boldsymbol{\overline{A}}. For example, computing naively involves L successive multiplications by \boldsymbol{\overline{A}}, requiring O(N^2 L) operations and O(NL) space.
Specifically, recall this function here:
def K_conv(Ab, Bb, Cb, L):
return np.array(
[(Cb @ matrix_power(Ab, l) @ Bb).reshape() for l in range(L)]
)The contribution of S4 is a stable method for speeding up this particular operation. To do this we are going to focus on the case where the SSM has special structure: specifically, Diagonal Plus Low-Rank (DPLR) in complex space.
A DPLR SSM is (\boldsymbol{\Lambda} - \boldsymbol{P}\boldsymbol{Q}^*, \boldsymbol{B}, \boldsymbol{C}) for some diagonal \boldsymbol{\Lambda} and matrices \boldsymbol{P}, \boldsymbol{Q}, \boldsymbol{B}, \boldsymbol{C} \in \mathbb{C}^{N \times 1}. We assume without loss of generality that the rank is 1, i.e. these matrices are vectors.
Under this DPLR assumption, S4 overcomes the speed bottleneck in three steps
- Instead of computing \boldsymbol{\overline{K}} directly, we compute its spectrum by evaluating its truncated generating function . This now involves a matrix inverse instead of power.
- We show that the diagonal matrix case is equivalent to the computation of a Cauchy kernel \frac{1}{\omega_j - \zeta_k}.
- We show the low-rank term can now be corrected by applying the Woodbury identity which reduces (\boldsymbol{\Lambda} + \boldsymbol{P}\boldsymbol{Q}^*)^{-1} in terms of \boldsymbol{\Lambda}^{-1}, truly reducing to the diagonal case.
The main step will be switching from computing the sequence to computing its generating function. From the paper’s appendix:
To address the problem of computing powers of \boldsymbol{\overline{A}}, we introduce another technique. Instead of computing the SSM convolution filter \boldsymbol{\overline{K}} directly, we introduce a generating function on its coefficients and compute evaluations of it.
The truncated SSM generating function at node z with truncation L is \hat{\mathcal{K}}_L(z; \boldsymbol{\overline{A}}, \boldsymbol{\overline{B}}, \boldsymbol{\overline{C}}) \in \mathbb{C} := \sum_{i=0}^{L-1} \boldsymbol{\overline{C}} \boldsymbol{\overline{A}}^i \boldsymbol{\overline{B}} z^i
def K_gen_simple(Ab, Bb, Cb, L):
K = K_conv(Ab, Bb, Cb, L)
def gen(z):
return np.sum(K * (z ** np.arange(L)))
return genThe generating function essentially converts the SSM convolution filter from the time domain to frequency domain. This transformation is also called z-transform (up to a minus sign) in control engineering literature. Importantly, it preserves the same information, and the desired SSM convolution filter can be recovered. Once the z-transform of a discrete sequence known, we can obtain the filter’s discrete fourier transform from evaluations of its z-transform at the roots of unity \Omega = \{ \exp(2\pi \frac{k}{L} : k \in [L] \}. Then, we can apply inverse fourier transformation, stably in O(L \log L) operations by applying an FFT, to recover the filter.
def conv_from_gen(gen, L):
# Evaluate at roots of unity
# Generating function is (-)z-transform, so we evaluate at (-)root
Omega_L = np.exp((-2j * np.pi) * (np.arange(L) / L))
atRoots = jax.vmap(gen)(Omega_L)
# Inverse FFT
out = np.fft.ifft(atRoots, L).reshape(L)
return out.realMore importantly, in the generating function we can replace the matrix power with an inverse! \hat{\mathcal{K}}_L(z) = \sum_{i=0}^{L-1} \boldsymbol{\overline{C}} \boldsymbol{\overline{A}}^i \boldsymbol{\overline{B}} z^i = \boldsymbol{\overline{C}} (\boldsymbol{I} - \boldsymbol{\overline{A}}^L z^L) (\boldsymbol{I} - \boldsymbol{\overline{A}} z)^{-1} \boldsymbol{\overline{B}} = \boldsymbol{\widetilde{C}} (\boldsymbol{I} - \boldsymbol{\overline{A}} z)^{-1} \boldsymbol{\overline{B}}
And for all z \in \Omega_L, we have z^L = 1 so that term is removed. We then pull this constant term into a new \boldsymbol{\widetilde{C}}. Critically, this function does not call K_conv,
def K_gen_inverse(Ab, Bb, Cb, L):
I = np.eye(Ab.shape[0])
Ab_L = matrix_power(Ab, L)
Ct = Cb @ (I - Ab_L)
return lambda z: (Ct.conj() @ inv(I - Ab * z) @ Bb).reshape()But it does output the same values,
def test_gen_inverse(L=16, N=4):
ssm = random_SSM(rng, N)
ssm = discretize(*ssm, 1.0 / L)
b = K_conv(*ssm, L=L)
a = conv_from_gen(K_gen_inverse(*ssm, L=L), L)
assert np.allclose(a, b)In summary, Step 1 allows us to replace the matrix power with an inverse by utilizing a truncated generating function. However this inverse still needs to be calculated L times (for each of the roots of unity).
The next step to assume special structure on the matrix \boldsymbol{A} to compute the inverse faster than the naive inversion. To begin, let us first convert the equation above to use the original SSM matrices. With some algebra you can expand the discretization and show:
\begin{aligned} \boldsymbol{\widetilde{C}}\left(\boldsymbol{I} - \boldsymbol{\overline{A}} \right)^{-1} \boldsymbol{\overline{B}} = \frac{2\Delta}{1+z} \boldsymbol{\widetilde{C}} \left[ {2 \frac{1-z}{1+z}} - \Delta \boldsymbol{A} \right]^{-1} \boldsymbol{B} \end{aligned}
Now imagine \boldsymbol{A}=\boldsymbol{\Lambda} for a diagonal \boldsymbol{\Lambda}. Substituting in the discretization formula the authors show that the generating function can be written in the following manner:
\begin{aligned} \boldsymbol{\hat{K}}_{\boldsymbol{\Lambda}}(z) & = c(z) \sum_i \cdot \frac{\boldsymbol{\widetilde{C}}_i \boldsymbol{B}_i} {(g(z) - \boldsymbol{\Lambda}_i)} = c(z) \cdot k_{z, \boldsymbol{\Lambda}}(\boldsymbol{\widetilde{C}}, \boldsymbol{B}) \\ \end{aligned} where c is a constant, and g is a function of z.
We have effectively replaced an inverse with a weighted dot product. Let’s make a small helper function to compute this weight dot product for use.
def cauchy_dot(v, omega, lambd):
return (v / (omega - lambd)).sum()While not important for our implementation, it is worth noting that this is a Cauchy kernel and is the subject of many other fast implementations.
The final step is to relax the diagonal assumption. In addition to the diagonal term we allow a low-rank component with \boldsymbol{P}, \boldsymbol{Q} \in \mathbb{C}^{N\times 1} such that:
\boldsymbol{A} = \boldsymbol{\Lambda} - \boldsymbol{P} \boldsymbol{Q}^*
The Woodbury identity tells us that the inverse of a diagonal plus rank-1 term is equal to the inverse of the diagonal plus a rank-1 term. We write it out here adding the low-rank term.
\begin{aligned} (\boldsymbol{\Lambda} + \boldsymbol{P} \boldsymbol{Q}^*)^{-1} &= \boldsymbol{\Lambda}^{-1} - \boldsymbol{\Lambda}^{-1} \boldsymbol{P} (1 + \boldsymbol{Q}^* \boldsymbol{\Lambda}^{-1} \boldsymbol{P})^{-1} \boldsymbol{Q}^* \boldsymbol{\Lambda}^{-1} \end{aligned}
There is a bunch of algebra in the appendix. It mostly consists of substituting this component in for A, applying the Woodbury identity and distributing terms. We end up with 4 terms that all look like Step 2 above:
\begin{aligned} \boldsymbol{\hat{K}}_{DPLR}(z) & = c(z) [k_{z, \Lambda}(\boldsymbol{\widetilde{C}}, \boldsymbol{\boldsymbol{B}}) - k_{z, \Lambda}(\boldsymbol{\widetilde{C}}, \boldsymbol{\boldsymbol{P}}) (1 + k_{z, \Lambda}(\boldsymbol{q^*}, \boldsymbol{\boldsymbol{P}}) )^{-1} k_{z, \Lambda}(\boldsymbol{q^*}, \boldsymbol{\boldsymbol{B}}) ] \end{aligned}
The code consists of collecting up the terms and applying 4 weighted dot products,
def K_gen_DPLR(Lambda, P, Q, B, C, step, unmat=False):
aterm = (C.conj(), Q.conj())
bterm = (B, P)
def gen(o):
g = (2.0 / step) * ((1.0 - o) / (1.0 + o))
c = 2.0 / (1.0 + o)
def k(a):
# Checkpoint this calculation for memory efficiency.
if unmat:
return jax.remat(cauchy_dot)(a, g, Lambda)
else:
return cauchy_dot(a, g, Lambda)
k00 = k(aterm[0] * bterm[0])
k01 = k(aterm[0] * bterm[1])
k10 = k(aterm[1] * bterm[0])
k11 = k(aterm[1] * bterm[1])
return c * (k00 - k01 * (1.0 / (1.0 + k11)) * k10)
return genThis is our final version of the K function. Because conv_from_gen is always called together with a generating function (e.g. K_gen_DPLR), we’ll fuse them into define a dedicated function to compute the DPLR SSM kernel from all of its parameters. (With fewer layers of indirection, this could also make it easier for XLA compiler to optimize.)
@jax.jit
def cauchy(v, omega, lambd):
"""Cauchy matrix multiplication: (n), (l), (n) -> (l)"""
cauchy_dot = lambda _omega: (v / (_omega - lambd)).sum()
return jax.vmap(cauchy_dot)(omega)def kernel_DPLR(Lambda, P, Q, B, C, step, L):
# Evaluate at roots of unity
# Generating function is (-)z-transform, so we evaluate at (-)root
Omega_L = np.exp((-2j * np.pi) * (np.arange(L) / L))
aterm = (C.conj(), Q.conj())
bterm = (B, P)
g = (2.0 / step) * ((1.0 - Omega_L) / (1.0 + Omega_L))
c = 2.0 / (1.0 + Omega_L)
# Reduction to core Cauchy kernel
k00 = cauchy(aterm[0] * bterm[0], g, Lambda)
k01 = cauchy(aterm[0] * bterm[1], g, Lambda)
k10 = cauchy(aterm[1] * bterm[0], g, Lambda)
k11 = cauchy(aterm[1] * bterm[1], g, Lambda)
atRoots = c * (k00 - k01 * (1.0 / (1.0 + k11)) * k10)
out = np.fft.ifft(atRoots, L).reshape(L)
return out.realNow we can check whether it worked. First, let’s generate a random Diagonal Plus Low Rank (DPLR) matrix,
def random_DPLR(rng, N):
l_r, p_r, q_r, b_r, c_r = jax.random.split(rng, 5)
Lambda = jax.random.uniform(l_r, (N,))
P = jax.random.uniform(p_r, (N,))
Q = jax.random.uniform(q_r, (N,))
B = jax.random.uniform(b_r, (N, 1))
C = jax.random.uniform(c_r, (1, N))
return Lambda, P, Q, B, CWe can check that the DPLR method yields the same filter as computing \boldsymbol{A} directly,
def test_gen_dplr(L=16, N=4):
I = np.eye(4)
# Create a DPLR A matrix and discretize
Lambda, P, B, _ = make_DPLR_HiPPO(N)
A = np.diag(Lambda) - P[:, np.newaxis] @ P[:, np.newaxis].conj().T
_, _, C = random_SSM(rng, N)
Ab, Bb, Cb = discretize(A, B, C, 1.0 / L)
a = K_conv(Ab, Bb, Cb.conj(), L=L)
# Compare to the DPLR generating function approach.
C = (I - matrix_power(Ab, L)).conj().T @ Cb.ravel()
b = kernel_DPLR(Lambda, P, P, B, C, step=1.0 / L, L=L)
assert np.allclose(a.real, b.real)A secondary benefit of the DPLR factorization is that it allows us to compute the discretized form of the SSM without having to invert the A matrix directly. Here we return to the paper for the derivation.
Recall that discretization computes, \begin{align*} \bm{\overline{A}} &= (\bm{I} - \Delta/2 \cdot \bm{A})^{-1}(\bm{I} + \Delta/2 \cdot \bm{A}) \\ \bm{\overline{B}} &= (\bm{I} - \Delta/2 \cdot \bm{A})^{-1} \Delta \bm{B} . \end{align*}
We simplify both terms in the definition of \bm{\overline{A}} independently. The first term is: \begin{align*} \bm{I} + \frac{\Delta}{2} \bm{A} &= \bm{I} + \frac{\Delta}{2} (\bm{\Lambda} - \bm{P} \bm{Q}^*) \\&= \frac{\Delta}{2} \left[ \frac{2}{\Delta}\bm{I} + (\bm{\Lambda} - \bm{P} \bm{Q}^*) \right] \\&= \frac{\Delta}{2} \bm{A_0} \end{align*} where \bm{A_0} is defined as the term in the final brackets.
The second term is known as the Backward Euler’s method. Although this inverse term is normally difficult to deal with, in the DPLR case we can simplify it using Woodbury’s Identity as described above. \begin{align*} \left( \bm{I} - \frac{\Delta}{2} \bm{A} \right)^{-1} &= \left( \bm{I} - \frac{\Delta}{2} (\bm{\Lambda} - \bm{P} \bm{Q}^*) \right)^{-1} \\&= \frac{2}{\Delta} \left[ \frac{2}{\Delta} - \bm{\Lambda} + \bm{P} \bm{Q}^* \right]^{-1} \\&= \frac{2}{\Delta} \left[ \bm{D} - \bm{D} \bm{P} \left( 1 + \bm{Q}^* \bm{D} \bm{P} \right)^{-1} \bm{Q}^* \bm{D} \right] \\&= \frac{2}{\Delta} \bm{A_1} \end{align*} where \bm{D} = \left( \frac{2}{\Delta}-\bm{\Lambda} \right)^{-1} and \bm{A_1} is defined as the term in the final brackets.
The discrete-time SSM becomes \begin{align*} x_{k} &= \bm{\overline{A}} x_{k-1} + \bm{\overline{B}} u_k \\ &= \bm{A_1} \bm{A_0} x_{k-1} + 2 \bm{A_1} \bm{B} u_k \\ y_k &= \bm{C} x_k . \end{align*}
def discrete_DPLR(Lambda, P, Q, B, C, step, L):
# Convert parameters to matrices
B = B[:, np.newaxis]
Ct = C[np.newaxis, :]
N = Lambda.shape[0]
A = np.diag(Lambda) - P[:, np.newaxis] @ Q[:, np.newaxis].conj().T
I = np.eye(N)
# Forward Euler
A0 = (2.0 / step) * I + A
# Backward Euler
D = np.diag(1.0 / ((2.0 / step) - Lambda))
Qc = Q.conj().T.reshape(1, -1)
P2 = P.reshape(-1, 1)
A1 = D - (D @ P2 * (1.0 / (1 + (Qc @ D @ P2))) * Qc @ D)
# A bar and B bar
Ab = A1 @ A0
Bb = 2 * A1 @ B
# Recover Cbar from Ct
Cb = Ct @ inv(I - matrix_power(Ab, L)).conj()
return Ab, Bb, Cb.conj()This approach applies to DPLR matrices, but remember we would like it to also apply to the HiPPO matrix. While not DPLR in its current form, the HiPPO matrix does have special structure. It is Normal Plus Low-Rank (NPLR). Because normal matrices are exactly the class of matrices that are unitarily diagonalizable, NPLR matrices are essentially equivalent to DPLR matrices from the perspective of SSM models. this is just as good as DPLR for the purposes of learning an SSM network.
The S4 techniques can apply to any matrix \boldsymbol{A} that can be decomposed as Normal Plus Low-Rank (NPLR). \boldsymbol{A} = \boldsymbol{V} \boldsymbol{\Lambda} \boldsymbol{V}^* - \boldsymbol{P} \boldsymbol{Q}^\top = \boldsymbol{V} \left( \boldsymbol{\Lambda} - \boldsymbol{V}^* \boldsymbol{P} (\boldsymbol{V}^*\boldsymbol{Q})^* \right) \boldsymbol{V}^* for unitary \boldsymbol{V} \in \mathbb{C}^{N \times N}, diagonal \boldsymbol{\Lambda}, and low-rank factorization \boldsymbol{P}, \boldsymbol{Q} \in \mathbb{R}^{N \times r}. An NPLR SSM is therefore unitarily equivalent to some DPLR matrix.
For S4, we need to work with a HiPPO matrix for \boldsymbol{A}. This requires first writing it as a normal plus low-rank term, and then diagonalizing to extract \boldsymbol{\Lambda} from this decomposition. The appendix of the paper shows how by writing the normal part as a skew-symmetric (plus a constant times the identity matrix), which are a special class of normal matrices.
An additional simplification is that there is actually a representation that ties the low-rank components terms \boldsymbol{P} = \boldsymbol{Q}, which was shown in follow-up work to be important for stability.
def make_NPLR_HiPPO(N):
# Make -HiPPO
nhippo = make_HiPPO(N)
# Add in a rank 1 term. Makes it Normal.
P = np.sqrt(np.arange(N) + 0.5)
# HiPPO also specifies the B matrix
B = np.sqrt(2 * np.arange(N) + 1.0)
return nhippo, P, BAfter extracting the normal part, we can diagonalize to get out the DPLR terms. Because the normal part is actually skew-symmetric, we can extract the real and complex parts of \boldsymbol{\Lambda} separately. This serves two purposes. First, this gives us finer-grained control over the real and imaginary parts, which can be used to improve stability. Second, this lets us use more powerful diagonalization algorithms for Hermitian matrices - in fact, the current version of JAX does not support GPU diagonalization for non-Hermitian matrices!
def make_DPLR_HiPPO(N):
"""Diagonalize NPLR representation"""
A, P, B = make_NPLR_HiPPO(N)
S = A + P[:, np.newaxis] * P[np.newaxis, :]
# Check skew symmetry
S_diag = np.diagonal(S)
Lambda_real = np.mean(S_diag) * np.ones_like(S_diag)
# assert np.allclose(Lambda_real, S_diag, atol=1e-3)
# Diagonalize S to V \Lambda V^*
Lambda_imag, V = eigh(S * -1j)
P = V.conj().T @ P
B = V.conj().T @ B
return Lambda_real + 1j * Lambda_imag, P, B, VSanity check just to make sure those identities hold,
def test_nplr(N=8):
A2, P, B = make_NPLR_HiPPO(N)
Lambda, Pc, Bc, V = make_DPLR_HiPPO(N)
Vc = V.conj().T
P = P[:, np.newaxis]
Pc = Pc[:, np.newaxis]
Lambda = np.diag(Lambda)
A3 = V @ Lambda @ Vc - (P @ P.T) # Test NPLR
A4 = V @ (Lambda - Pc @ Pc.conj().T) @ Vc # Test DPLR
assert np.allclose(A2, A3, atol=1e-4, rtol=1e-4)
assert np.allclose(A2, A4, atol=1e-4, rtol=1e-4)This tests that everything works as planned.
def test_conversion(N=8, L=16):
step = 1.0 / L
# Compute a HiPPO NPLR matrix.
Lambda, P, B, _ = make_DPLR_HiPPO(N)
# Random complex Ct
C = normal(dtype=np.complex64)(rng, (N,))
# CNN form.
K = kernel_DPLR(Lambda, P, P, B, C, step, L)
# RNN form.
Ab, Bb, Cb = discrete_DPLR(Lambda, P, P, B, C, step, L)
K2 = K_conv(Ab, Bb, Cb, L=L)
assert np.allclose(K.real, K2.real, atol=1e-5, rtol=1e-5)
# Apply CNN
u = np.arange(L) * 1.0
y1 = causal_convolution(u, K.real)
# Apply RNN
_, y2 = scan_SSM(
Ab, Bb, Cb, u[:, np.newaxis], np.zeros((N,)).astype(np.complex64)
)
assert np.allclose(y1, y2.reshape(-1).real, atol=1e-4, rtol=1e-4)That was a lot of work, but now the actual model is concise. In fact we are only using four functions:
K_gen_DPLR → Truncated generating function when \boldsymbol{A} is DPLR (S4-part)conv_from_gen → Convert generating function to filtercausal_convolution → Run convolutiondiscretize_DPLR → Convert SSM to discrete form for RNN.A full S4 Layer is very similar to the simple SSM layer above. The only difference is in the the computation of \boldsymbol{K}. Additionally instead of learning \boldsymbol{C}, we learn \boldsymbol{\widetilde{C}} so we avoid computing powers of \boldsymbol{A}. Note as well that in the original paper \boldsymbol{\Lambda}, \boldsymbol{P}, \boldsymbol{Q} are also learned. However, in this post, we leave them fixed for simplicity.
class S4Layer(nn.Module):
N: int
l_max: int
decode: bool = False
# Special parameters with multiplicative factor on lr and no weight decay (handled by main train script)
lr = {
"Lambda_re": 0.1,
"Lambda_im": 0.1,
"P": 0.1,
"B": 0.1,
"log_step": 0.1,
}
def setup(self):
# Learned Parameters (C is complex!)
init_A_re, init_A_im, init_P, init_B = hippo_initializer(self.N)
self.Lambda_re = self.param("Lambda_re", init_A_re, (self.N,))
self.Lambda_im = self.param("Lambda_im", init_A_im, (self.N,))
# Ensure the real part of Lambda is negative
# (described in the SaShiMi follow-up to S4)
self.Lambda = np.clip(self.Lambda_re, None, -1e-4) + 1j * self.Lambda_im
self.P = self.param("P", init_P, (self.N,))
self.B = self.param("B", init_B, (self.N,))
# C should be init as standard normal
# This doesn't work due to how JAX handles complex optimizers https://github.com/deepmind/optax/issues/196
# self.C = self.param("C", normal(stddev=1.0, dtype=np.complex64), (self.N,))
self.C = self.param("C", normal(stddev=0.5**0.5), (self.N, 2))
self.C = self.C[..., 0] + 1j * self.C[..., 1]
self.D = self.param("D", nn.initializers.ones, (1,))
self.step = np.exp(self.param("log_step", log_step_initializer(), (1,)))
if not self.decode:
# CNN mode, compute kernel.
self.K = kernel_DPLR(
self.Lambda,
self.P,
self.P,
self.B,
self.C,
self.step,
self.l_max,
)
else:
# RNN mode, discretize
# Flax trick to cache discrete form during decoding.
def init_discrete():
return discrete_DPLR(
self.Lambda,
self.P,
self.P,
self.B,
self.C,
self.step,
self.l_max,
)
ssm_var = self.variable("prime", "ssm", init_discrete)
if self.is_mutable_collection("prime"):
ssm_var.value = init_discrete()
self.ssm = ssm_var.value
# RNN Cache
self.x_k_1 = self.variable(
"cache", "cache_x_k", np.zeros, (self.N,), np.complex64
)
def __call__(self, u):
# This is identical to SSM Layer
if not self.decode:
# CNN Mode
return causal_convolution(u, self.K) + self.D * u
else:
# RNN Mode
x_k, y_s = scan_SSM(*self.ssm, u[:, np.newaxis], self.x_k_1.value)
if self.is_mutable_collection("cache"):
self.x_k_1.value = x_k
return y_s.reshape(-1).real + self.D * uS4Layer = cloneLayer(S4Layer)We initialize the model by computing a HiPPO DPLR initializer
# Factory for constant initializer in Flax
def init(x):
def _init(key, shape):
assert shape == x.shape
return x
return _initdef hippo_initializer(N):
Lambda, P, B, _ = make_DPLR_HiPPO(N)
return init(Lambda.real), init(Lambda.imag), init(P), init(B)We can sample from the model using the RNN implementation. Here is what the sampling code looks like. Note that we keep a running cache to remember the RNN state.
def sample(model, params, prime, cache, x, start, end, rng):
def loop(i, cur):
x, rng, cache = cur
r, rng = jax.random.split(rng)
out, vars = model.apply(
{"params": params, "prime": prime, "cache": cache},
x[:, np.arange(1, 2) * i],
mutable=["cache"],
)
def update(x, out):
p = jax.random.categorical(r, out[0])
x = x.at[i + 1, 0].set(p)
return x
x = jax.vmap(update)(x, out)
return x, rng, vars["cache"].unfreeze()
return jax.lax.fori_loop(start, end, jax.jit(loop), (x, rng, cache))[0]To get this in a good form, we first precompute the discretized version of the the RNN for each S4 layers. We do this through the “prime” collection of variables.
def init_recurrence(model, params, init_x, rng):
variables = model.init(rng, init_x)
vars = {
"params": params,
"cache": variables["cache"].unfreeze(),
"prime": variables["prime"].unfreeze(),
}
print("[*] Priming")
_, prime_vars = model.apply(vars, init_x, mutable=["prime"])
return vars["params"], prime_vars["prime"], vars["cache"]Putting this altogether we can sample from a model directly.
def sample_checkpoint(path, model, length, rng):
from flax.training import checkpoints
start = np.zeros((1, length, 1), dtype=int)
print("[*] Initializing from checkpoint %s" % path)
state = checkpoints.restore_checkpoint(path, None)
assert "params" in state
params, prime, cache = init_recurrence(model, state["params"], start, rng)
print("[*] Sampling output")
return sample(model, params, prime, cache, start, 0, length - 1, rng)Now that we have the model, we can try it out on some MNIST experiments. For these experiments we linearize MNIST and just treat each image as a sequence of pixels.
The first experiments we ran were on MNIST classification. While not in theory a hard problem, treating MNIST as a linear sequence classification task is a bit strange. However in practice, the model with H=256 and four layers seems to get up near 99% right away.
A more visually interesting task is generating MNIST digits, by predicting entire sequences of pixels! Here, we simply feed in a sequence of pixels into the model and have it predict the next one like language modeling. With a little tweaking, we are able to get the model to an NLL of 0.36 on this task with size 512 and 6 layers (~4m parameters).
The metric usually used for this task is bits per dimension which is NLL in base 2 for MNIST. A loss of 0.36 is ~0.52 BPD which is SOTA according to PapersWithCode.
We can also do prefix-samples – given the first 300 pixels, try to complete the image. S4 is on the left, true on the right.
def sample_image_prefix(
params,
model,
# length,
rng,
dataloader,
prefix=300,
# bsz=32,
imshape=(28, 28),
n_batches=None,
save=True,
):
"""Sample a grayscale image represented as intensities in [0, 255]"""
import matplotlib.pyplot as plt
import numpy as onp
# from .data import Datasets
# BATCH = bsz
# start = np.zeros((BATCH, length), dtype=int)
# start = np.zeros((BATCH, length, 1), dtype=int)
start = np.array(next(iter(dataloader))[0].numpy())
start = np.zeros_like(start)
# params, prime, cache = init_recurrence(model, params, start[:, :-1], rng)
params, prime, cache = init_recurrence(model, params, start, rng)
BATCH = start.shape[0]
START = prefix
LENGTH = start.shape[1]
assert LENGTH == onp.prod(imshape)
# _, dataloader, _, _, _ = Datasets["mnist"](bsz=BATCH)
it = iter(dataloader)
for j, im in enumerate(it):
if n_batches is not None and j >= n_batches:
break
image = im[0].numpy()
image = np.pad(
image[:, :-1, :], [(0, 0), (1, 0), (0, 0)], constant_values=0
)
cur = onp.array(image)
# cur[:, START + 1 :, 0] = 0
# cur = np.pad(cur[:, :-1, 0], [(0, 0), (1, 0)], constant_values=256)
cur = np.array(cur[:, :])
# Cache the first `start` inputs.
out, vars = model.apply(
{"params": params, "prime": prime, "cache": cache},
cur[:, np.arange(0, START)],
mutable=["cache"],
)
cache = vars["cache"].unfreeze()
out = sample(model, params, prime, cache, cur, START, LENGTH - 1, rng)
# Visualization
out = out.reshape(BATCH, *imshape)
final = onp.zeros((BATCH, *imshape, 3))
final2 = onp.zeros((BATCH, *imshape, 3))
final[:, :, :, 0] = out
f = final.reshape(BATCH, LENGTH, 3)
i = image.reshape(BATCH, LENGTH)
f[:, :START, 1] = i[:, :START]
f[:, :START, 2] = i[:, :START]
f = final2.reshape(BATCH, LENGTH, 3)
f[:, :, 1] = i
f[:, :START, 0] = i[:, :START]
f[:, :START, 2] = i[:, :START]
if save:
for k in range(BATCH):
fig, (ax1, ax2) = plt.subplots(ncols=2)
ax1.set_title("Sampled")
ax1.imshow(final[k] / 256.0)
ax2.set_title("True")
ax1.axis("off")
ax2.axis("off")
ax2.imshow(final2[k] / 256.0)
fig.savefig("im%d.%d.png" % (j, k))
plt.close()
print(f"Sampled batch {j} image {k}")
return final, final2Next we tried training a model to generate drawings. For this we used the QuickDraw dataset. The dataset includes a version of the dataset downsampled to MNIST size so we can use roughly the same model as above. The dataset is much larger though (5M images) and more complex. We only trained for 1 epoch with a H=256, 4 layer model. Still, the approach was able to generate relatively coherent completions. These are prefix samples with 500 pixels given.
Finally we played with modeling sound waves directly. For these, we use the Free Spoken Digits Datasets an MNIST like dataset of various speakers reading off digits. We first trained a classification model and found that the approach was able to reach 97\% accuracy just from the raw soundwave. Next we trained a generation model to produce the sound wave directly. With H=512 the model seems to pick up the data relatively well. This dataset only has around 3000 examples, but the model can produce reasonably good (cherry-picked) continuations. Note these sequences are 6400 steps long at an 8kHz sampling rate, discretized to 256 classes with Mu Law Encoding.
Our full code base contains more examples and infrastructure for training models for generations and classification.
Putting together this post inspired lots of thoughts about future work in this area. One obvious conclusion is that long-range models have all sorts of future applications from acoustic modeling to genomic sequences to trajectories (not to mention our shared area of NLP). Another is some surprise that linear models can be so effective here, while also opening up a range of efficient techniques. Finally from a practical level, the transformations in JAX make it really nice to implement complex models like this in a very concise way (~200 LoC), with similar efficiency and performance!
We end by thanking the authors Albert Gu and Karan Goel, who were super helpful in putting this together, and pointing you again to their paper and codebase. Thanks to Ankit Gupta, Ekin Akyürek, Qinsheng Zhang, Nathan Yan, and Junxiong Wang for contributions. We’re also grateful for Conner Vercellino and Laurel Orr for providing helpful feedback on this post.
/ Cheers – Sasha & Sidd